Soc. Generale Call 33 EVT 13.12.2.../  DE000SR4R5C2  /

EUWAX
1/26/2021  6:14:57 PM Chg.+1.59 Bid9:57:01 PM Ask- Underlying Strike price Expiration date Option type
7.23EUR +28.19% 7.38
Bid Size: 765
-
Ask Size: -
EVOTEC SE INH O.N. 33.00 EUR 12/13/2023 Call

Master data

WKN: SR4R5C
Issuer: Société Générale
Currency: EUR
Underlying: EVOTEC SE INH O.N.
Type: Warrant
Option type: Call
Strike price: 33.00 EUR
Maturity: 12/13/2023
Issue date: 9/23/2019
Last trading day: 12/11/2023
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 5.27
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.89
Historic volatility: 0.37
Parity: -2.98
Time value: 5.70
Break-even: 38.70
Moneyness: 0.91
Premium: 0.29
Premium p.a.: 0.09
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.35
Theta: 0.00
Omega: 1.86
Rho: 0.14
 

Quote data

Open: 5.62
High: 7.32
Low: 5.62
Previous Close: 5.64
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+44.02%
1 Month  
+28.65%
3 Months  
+109.57%
YTD  
+21.51%
1 Year  
+23.80%
3 Years     -
5 Years     -
1W High / 1W Low: 5.64 5.02
1M High / 1M Low: 6.02 5.02
6M High / 6M Low: 6.02 2.79
High (YTD): 1/5/2021 5.97
Low (YTD): 1/19/2021 5.02
52W High: 3/24/2020 7.06
52W Low: 9/25/2020 2.79
Avg. price 1W:   5.31
Avg. volume 1W:   0.00
Avg. price 1M:   5.50
Avg. volume 1M:   0.00
Avg. price 6M:   4.13
Avg. volume 6M:   0.00
Avg. price 1Y:   4.63
Avg. volume 1Y:   0.00
Volatility 1M:   62.34%
Volatility 6M:   93.20%
Volatility 1Y:   108.27%
Volatility 3Y:   -